+36.1%
UPS vs SO
+155.9%
-119.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -3.7% | -2.5% | -1.3% | -3.0% |
| 3M | -6.6% | -4.2% | -2.4% | -5.4% |
| 6M | +2.6% | -7.7% | +10.2% | +4.9% |
| YTD | +4.8% | +3.8% | +1.0% | +3.0% |
| 1Y | +25.3% | +0.1% | +25.2% | +24.3% |
| 3Y | -26.9% | +44.2% | -71.1% | -37.0% |
| 5Y | -33.5% | +57.9% | -91.4% | -45.1% |
| 10Y | +36.1% | +162.0% | -125.9% | -1.3% |
| All | +36.1% | +155.9% | -119.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling